Compagnie Gnrale Des Stock Market Value
| MGDDF Stock | USD 37.10 0.62 1.70% |
| Symbol | Compagnie |
Compagnie Gnrale 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Compagnie Gnrale's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Compagnie Gnrale.
| 06/20/2025 |
| 07/20/2025 |
If you would invest 0.00 in Compagnie Gnrale on June 20, 2025 and sell it all today you would earn a total of 0.00 from holding Compagnie Gnrale des or generate 0.0% return on investment in Compagnie Gnrale over 30 days. Compagnie Gnrale is related to or competes with Bridgestone Corp, Compagnie, Continental Aktiengesellscha, Goodyear Tire, Compagnie Generale, Mnchener Rckversicherungs, and Nitori Holdings. Compagnie Gnrale des tablissements Michelin Socit en commandite par actions manufactures and sells tires worldwide More
Compagnie Gnrale Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Compagnie Gnrale's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Compagnie Gnrale des upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.34 | |||
| Information Ratio | 0.048 | |||
| Maximum Drawdown | 15.76 | |||
| Value At Risk | (6.18) | |||
| Potential Upside | 6.93 |
Compagnie Gnrale Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Compagnie Gnrale's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Compagnie Gnrale's standard deviation. In reality, there are many statistical measures that can use Compagnie Gnrale historical prices to predict the future Compagnie Gnrale's volatility.| Risk Adjusted Performance | 0.091 | |||
| Jensen Alpha | 0.3128 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.0373 | |||
| Treynor Ratio | (1.89) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Compagnie Gnrale's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Compagnie Gnrale des Backtested Returns
At this point, Compagnie Gnrale is not too volatile. Compagnie Gnrale des secures Sharpe Ratio (or Efficiency) of 0.0462, which signifies that the company had a 0.0462 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Compagnie Gnrale des, which you can use to evaluate the volatility of the firm. Please confirm Compagnie Gnrale's Downside Deviation of 4.34, risk adjusted performance of 0.091, and Mean Deviation of 2.2 to double-check if the risk estimate we provide is consistent with the expected return of 0.15%. Compagnie Gnrale has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Compagnie Gnrale are expected to decrease at a much lower rate. During the bear market, Compagnie Gnrale is likely to outperform the market. Compagnie Gnrale des right now shows a risk of 3.33%. Please confirm Compagnie Gnrale des semi variance, day median price, and the relationship between the value at risk and kurtosis , to decide if Compagnie Gnrale des will be following its price patterns.
Auto-correlation | 0.01 |
Virtually no predictability
Compagnie Gnrale des has virtually no predictability. Overlapping area represents the amount of predictability between Compagnie Gnrale time series from 20th of June 2025 to 5th of July 2025 and 5th of July 2025 to 20th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Compagnie Gnrale des price movement. The serial correlation of 0.01 indicates that just 1.0% of current Compagnie Gnrale price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 1.36 |
Compagnie Gnrale des lagged returns against current returns
Autocorrelation, which is Compagnie Gnrale pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Compagnie Gnrale's pink sheet expected returns. We can calculate the autocorrelation of Compagnie Gnrale returns to help us make a trade decision. For example, suppose you find that Compagnie Gnrale has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
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Compagnie Gnrale regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Compagnie Gnrale pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Compagnie Gnrale pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Compagnie Gnrale pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Compagnie Gnrale Lagged Returns
When evaluating Compagnie Gnrale's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Compagnie Gnrale pink sheet have on its future price. Compagnie Gnrale autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Compagnie Gnrale autocorrelation shows the relationship between Compagnie Gnrale pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Compagnie Gnrale des.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in Compagnie Pink Sheet
Compagnie Gnrale financial ratios help investors to determine whether Compagnie Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Compagnie with respect to the benefits of owning Compagnie Gnrale security.